-76.3%
LULU vs PL
+72.5%
-148.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | 0.0% | -3.0% |
| 7D | -16.9% | -13.9% | -3.1% | -15.4% |
| 30D | -22.0% | -25.5% | +3.5% | -19.2% |
| 3M | -17.8% | -44.8% | +26.9% | -12.4% |
| 6M | -41.3% | -33.3% | -8.0% | -40.4% |
| YTD | -52.0% | -12.7% | -39.3% | -53.7% |
| 1Y | -39.8% | +90.9% | -130.7% | -49.2% |
| 3Y | -74.8% | +528.5% | -603.3% | -84.4% |
| 5Y | -76.3% | +72.7% | -149.0% | -85.3% |
| All | -76.3% | +72.5% | -148.8% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling